A nonparametric model for spot price dynamics and pricing of futures contracts in electricity markets (Q905391)
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scientific article; zbMATH DE number 6532844
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A nonparametric model for spot price dynamics and pricing of futures contracts in electricity markets |
scientific article; zbMATH DE number 6532844 |
Statements
A nonparametric model for spot price dynamics and pricing of futures contracts in electricity markets (English)
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19 January 2016
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electricity modeling
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nonparametric estimation
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futures pricing
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market price of risk
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